12.25Open7.02Pre Close11 Volume127 Open Interest397.50Strike Price12.10KTurnover716.58%IV0.34%PremiumNov 29, 2024Expiry Date8.61Intrinsic Value100Multiplier0DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.9148Delta0.0215Gamma43.55Leverage Ratio-245.3838Theta0.0000Rho39.84Eff Leverage0.0016Vega